-33.4%
BABA vs EXPE
+38.0%
-71.5%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +2.4% | -11.2% | +13.5% | +4.8% |
| 30D | -7.8% | -7.5% | -0.3% | -6.7% |
| 3M | -22.4% | -19.1% | -3.3% | -19.0% |
| 6M | -26.0% | +10.7% | -36.7% | -29.3% |
| YTD | -29.3% | -9.9% | -19.4% | -29.5% |
| 1Y | -37.5% | -4.6% | -32.9% | -39.0% |
| 3Y | +31.9% | +116.8% | -84.9% | -8.8% |
| 5Y | -33.4% | +38.6% | -72.0% | -48.3% |
| All | -33.4% | +38.0% | -71.5% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EXPE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling